+580.4%
LITE vs IYR
+5.7%
+574.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.2% |
| 7D | +22.6% | -0.1% | +22.7% | +22.7% |
| 30D | -36.8% | +5.7% | -42.5% | -39.4% |
| 3M | -33.0% | -0.6% | -32.4% | -33.1% |
| 6M | -37.1% | +0.5% | -37.6% | -38.6% |
| YTD | +69.5% | +10.4% | +59.0% | +52.6% |
| 1Y | +146.1% | +9.2% | +136.9% | +124.1% |
| 3Y | +1,440.8% | +40.5% | +1,400.3% | +1,030.7% |
| 5Y | +580.4% | +5.9% | +574.5% | +513.6% |
| All | +580.4% | +5.7% | +574.7% | +513.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IYR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling